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Evénements extrêmes en finance...
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Longin, François M.
29
Longin, François
16
Solnik, Bruno
9
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4
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2
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ECONIS (ZBW)
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The asymptotic distribution of extreme stock market returns
Longin, François M.
- In:
The journal of business : B
69
(
1996
)
3
,
pp. 383-408
Persistent link: https://www.econbiz.de/10001203930
Saved in:
2
Beyond the VaR
Longin, François M.
- In:
The journal of derivatives : the official publication …
8
(
2001
)
4
,
pp. 36-48
Persistent link: https://www.econbiz.de/10001613579
Saved in:
3
From value at risk to stress testing : the extreme value approach
Longin, François M.
- In:
Journal of banking & finance
24
(
2000
)
7
,
pp. 1097-1130
Persistent link: https://www.econbiz.de/10001483876
Saved in:
4
From value at risk to stress testing : the extreme value approach
Longin, François M.
-
1999
Persistent link: https://www.econbiz.de/10013422797
Saved in:
5
Le choix de la loi des rentabilités d'actifs financiers : les valeurs extrêmes peuvent aider
Longin, François M.
- In:
Finance : revue de l'Association Française de Finance
16
(
1995
)
2
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001203108
Saved in:
6
The choice of the distribution of asset returns : how extreme value theory can help?
Longin, François M.
- In:
Journal of banking & finance
29
(
2005
)
4
,
pp. 1017-1035
Persistent link: https://www.econbiz.de/10002601166
Saved in:
7
Value at risk : une nouvelle approche fondée sur les valeurs extrêmes
Longin, François M.
- In:
Annales d'économie et de statistique
(
1998
),
pp. 23-51
Persistent link: https://www.econbiz.de/10001534513
Saved in:
8
Conditional correlation in international equity returns
Longin, François M.
;
Solnik, Bruno
-
1992
Persistent link: https://www.econbiz.de/10000838405
Saved in:
9
Correlation structure of international equity markets during extremely volatile periods
Longin, François M.
;
Solnik, Bruno
-
1998
Persistent link: https://www.econbiz.de/10000996169
Saved in:
10
The threshold effect in expected volatility : a model based on asymmetric information
Longin, François M.
- In:
The review of financial studies
10
(
1997
)
3
,
pp. 817-869
Persistent link: https://www.econbiz.de/10001227975
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